-9.4%
ORCL vs BMNR
+233.9%
-243.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | -0.7% | -8.5% | +7.8% | -0.6% |
| 30D | +5.1% | +33.8% | -28.6% | +4.8% |
| 3M | -23.7% | +54.7% | -78.5% | -24.1% |
| 6M | +3.1% | +16.7% | -13.7% | +2.8% |
| YTD | -20.8% | -10.9% | -9.9% | -20.8% |
| 1Y | -52.9% | -46.9% | -6.0% | -52.8% |
| All | -9.4% | +233.9% | -243.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BMNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling